Linear stochastic differential equations with functional boundary conditions

Marco Ferrante, Aureli Alabert

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Resum

We consider linear nth order stochastic differential equations on [0, 1] with linear boundary conditions supported by a finite subset of [0, 1]. We study some features of the solution to these problems, and especially its conditional independence properties of Markovian type.
Idioma originalAnglès
Pàgines (de-a)2082-2108
RevistaAnnals of Probability
Volum31
DOIs
Estat de la publicacióPublicada - 1 d’oct. 2003

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